+228.3%
WAT vs HAS
+97.5%
+130.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | +0.6% | +1.4% | -0.8% | +0.2% |
| 30D | +5.4% | +26.3% | -20.9% | -1.4% |
| 3M | +11.3% | +25.6% | -14.3% | +4.2% |
| 6M | +37.4% | +30.3% | +7.2% | +26.7% |
| YTD | +21.2% | +50.4% | -29.2% | +6.5% |
| 1Y | +21.3% | +57.7% | -36.4% | +5.1% |
| 3Y | +83.4% | +213.4% | -130.0% | +29.8% |
| 5Y | +29.0% | +49.1% | -20.1% | +8.5% |
| All | +228.3% | +97.5% | +130.8% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling